Working papers

Considering immigrant earnings in the context of post-arrival human capital investment implies: cohort quality should be defined in terms of the present value of the whole earnings profile; and, an appropriate definition of macro effects is obtained using the earnings profile of the native

This paper analyses the relationship between female labour market participation and mortgage commitments in life-cycle set up. In particular it examines whether a mortgage qualification constraint has any effect on female labour market participation.

This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function which depends on a discrete endogenous variable and is nonseparable in a latent variate.

This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function which depends on a discrete endogenous variable and is nonseparable in a latent variate.

This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators in the presence of estimated nuisance parameters.

We consider the estimation of parametric models for stationary spatial orspatio-temporal data on a d-dimensional lattice, for d ≥ 2.

This paper examines the corporation tax forecasting techniques used by the Institute for Fiscal Studies.

Regression, matching, control function and instrumental variables methods for recovering the impact of education on individual earnings are reviewed for single treatment and sequential multiple treatments with and without heterogeneous returns.

This paper investigates the patterns and extent of differences in the prices paid for foods, and for the nutrients they contain, amongst households in the UK.

Parents with higher education levels have children with higher education levels.

This paper concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total expenditure.

Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters problem.

For vectors x and w, let r(x;w) be a function that can be nonparametrically estimated consistently and asymptotically normally.

There is renewed interest in why people of lower socio-economic status (SES) have worse health outcomes.

This paper shows that the location of economic activity is correlated with the variation in relative wages.

This paper uses two sets of cross-country micro datasets to analyse individuals participation in voluntary and community activities and organisations.

This paper presents a method for estimating a class of panel data duration models, under which an unknown transformation of the duration variable is linearly related to the observed explanatory variables and the unobserved heterogeneity (or frailty) with completely known error distributions.

The principal purpose of this paper is to describe the performance of generalized

Missing values are endemic in the data sets available to econometricians.